2
Aug 18

Econometrics

Regression

Simulation for simple regression, with Excel file

Simple regression - before and after estimation

Summation sign rules: identities for simple regression

What is an OLS estimator - simplified derivation

Derivation of OLS estimators: the do's and don'ts

Unbiasedness of OLS estimators - the do's and don'ts

OLS estimator variance

Gauss-Markov theorem

Coefficient of determination: an inductive introduction to R squared

Testing for structural changes: a topic suitable for AP Stats

Violations of classical assumptions 1

Violations of classical assumptions 2

Multiple regression through the prism of dummy variables

OLS estimator for multiple regression - simplified derivation

Nonparametric estimation for AP Stats

Regressions with stochastic regressors 1

Regressions with stochastic regressors 2

Instrumental variables estimator

Durbin-Wu-Hausman test

Time series models

What is a stationary process? A sum of two independent stationary processes is also stationary

Nonstationary processes 1

Nonstationary processes 2

Stationary processes 1

Stationary processes 2

Autoregressive processes

Moving average processes

Autoregressive–moving-average (ARMA) models

What is cointegration? Cointegration is similar to linear dependence of vectors

Error correction model

Using Stata for statistical problems

Introduction to Stata

Running simple regression in Stata

Alternatives to simple regression in Stata

Nonlinear least squares: idea, geometry and implementation in Stata